I'd say my only gaming "shame" is the fact that I spent 12 years consistently subscribed to World of Warcraft (2005-2017), and for a good 8 to 10 of those years it consumed most of my entertainment time, making me miss a bunch of good games I had to go back and play late. I'll also let you do the math on how much money I wasted playing one fucking game... Never again.
I thoroughly enjoyed the FPS version of Shadowrun back on X360 and Windows Vista and bought both copies. Used to run around on Vista most of the time so people could earn the "Mine is the Superior Platform" achievement on Xbox. People shit on it at the time because it was an always online, multiplayer only, crossplatform, class-based, objective FPS. No one would ever want that, amirite?! Turns out it was ahead of its time and could have been something special if they had a better post-launch support plan in place.
I hate when card/board mini games are shoved into full release video games, especially when they force you to play them at least once to show off that they're there. No, Square, I do not want to play Triple Triad. No CDPR, I do not want to play Gwent. No Guerrilla, I don't want to play Machine Strike. No Nintendo, I don't want to play Tableturf Battle. If I wanted to play those, I'd buy stand alone versions of them instead.
I'd love to play more indie games but all these digital store fronts make finding new games to play a daunting task because they're just so flooded with old titles and mediocre shit. Feels like I have to sift through mounds of mud and shit to find one gemstone.
I've bought Monster Hunter Rise on both Switch and PlayStation and haven't finished the main campaign in either version. I think this is because I played Monster Hunter World so much on both PlayStation and Xbox that I'm kinda burned out, especially since MH Rise has largely the same weapon and armor backend as World.
And finally, neither Souls-games nor Rogue-lites/likes appeal to me. Hades is the only one I've actually completed. I wanted to like Returnal but just couldn't get into it.